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Inspired by these questions Why did Palpatine order Anakin to kill Count Dooku when Anakin was not yet turned to the Dark Side? and If the Emperor and Vader agree to recruit Luke, doesn't that violate the Rule of Two?

In the Revenge of the Sith, Anakin incapacitates Tyranus. Then the Supreme Chancellor orders Anakin to kill Dooku. Anakin obeys the command of Palpatine, while he doesn't know that Palapatine is a Sith Lord at that time.

In Return of the Jedi same thing happened, but not exactly. Luke Skywalker incapacitates Darth Vader by cutting the hand of the Sith Lord.But the Emperor was very proud of it. Sidious even tries to convert Luke to the Dark Side. Unlike Anakin, Luke was able to resist it. He throws away his lightsaber and proclaiming himself a Jedi.

In these two situations that a Jedi defeats a Sith lord, why does Palpatine always want a new apprentice?

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    Because the whole point of the Rule of Two is that the Sith Master needs to train an apprentice. Otherwise, he'd have to do all the scut work himself – DVK-on-Ahch-To May 1 '17 at 15:49
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    @DVK-on-Ahch-To Plus, if Sidious' current apprentice gets defeated, why would he want to keep them around when he can recruit the clearly superior opponent and train them instead? – DCOPTimDowd May 1 '17 at 16:10
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    @SonOfSam - ah, I may have mis-read the question. I thought it was "why bother with new apprentice at all instead of just not having any", not "why replace old one with new one instead of keeping old one" – DVK-on-Ahch-To May 1 '17 at 16:11
  • An apprentice is expendable. He can be sacrificed in a risky situation with no harm done to the master and no risk of master's exposure. – TimSparrow May 1 '17 at 16:47
  • Because having the coffee machine right next too him would disrupt the decor. – Misha R Jan 22 '18 at 5:55
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While this may not fully answer your question, one of the core tenants of the Rule of Two (at least in the legends) was that it would cause the Sith to grow stronger. If the apprentice could defeat the master then clearly he was more powerful and deserved the role of master. If however the someone else defeated the apprentice or the apprentice challenged the master and lost, then the apprentice was not powerful enough and not worthy of being the new Sith master.

Sidious knew that Anakin was more powerful than Dooku, since Anakin had just defeated Dooku. He also knew that Anakin already had emotional tendencies that could be used to bring him over to the dark side. This would allow the sith to be stronger than if Dooku continued in the role of apprentice.

Whether or not Sidious would have kept both Luke and Vader as apprentices is a matter of speculation, since we only see the initial attempt at bringing Luke over to the dark side. But look being the last known non-sith force user and having raw power and potential makes him a likely candidate for being a strong sith.

According to legends the Rule of Two wasn't always followed, as such Sidius might have had no problem getting rid of the Rule of Two.

At the end of the day Sidius wants an apprentice that is going to make the Sith the strongest they can possibly be. If his previous apprentice has proven to not be strong enough he is going to want to replace them with someone who is stronger.

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While Kyle's answer about, basically, improving the overall power of the dark side by upgrading apprentices has merit, there is another consideration.

We are talking about acolytes of the Dark Side. By nature, they are going to be ruthless, self-serving and ambitious.

Any evil apprentice will be deferential and will seek to learn as much as he/she can from their master. However, once you start reaching the upper end of your potential, in your own mind, what is the inevitable next step? Kill off the Master and become the New Master.

Even if the apprentice is not as powerful, straight-up, since they have access to the Master, they can choose an opportunity when the Master is most vulnerable to betray and destroy their mentor. If there's not much left to gain from being the lackey, then it's almost expected, I'd guess.

So, in addition to looking to upgrade with a better model of apprentice, the Master also proactively eliminates someone who will eventually try to kill him, anyway, and replace with someone who, due to their location much further back on the Evil Learning Curve, will be content to learn and grow and will not look to kill the Master, because there is so much they still need to learn.

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The perpetual need for a Sith apprentice is at least partly touched on in the canon novel 'Tarkin' by James Luceno: -

"Even Vader was unaware of the shrine’s existence. But it was here that they would one day work together the way Sidious and Plagueis had to coax from the dark side its final secrets. In the intervening years he had actually come to appreciate Plagueis for the planner and prophet he had been. Such perilous machinations required two Sith, one to serve as bait for the dark side, the other to be the vessel. Success would grant them the power to harness the full powers of the dark side, and allow them to rule for ten thousand years."

So the "Rule of Two" has a practical application beyond merely passing on a legacy to a worthy successor. It also offers benefits for those Sith that are able to cooperate to draw in and harness the Dark Side for even greater than normal power.

As to why Sidious is always pitting his old apprentices against potential replacements, the answer should be self evident: it's a win-win situation. If the old apprentice dies, then they were proven weak and the new stronger one takes their place. If they live and the "replacement" is slain, then the old apprentice is proven worthy once more and probably with an even greater hatred for their Master, making them even stronger with the Dark Side.

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Choose someone as a successor and you will inevitably be succeeded.

Choose someone hungrier and you will be devoured.

Choose someone quicker and you won't dodge the blade at your back.

Choose someone with more patience and you won't block the blade at your throat.

Choose someone more devious and you'll hold the blade that kills you.

Choose someone more clever and you'll never know your end.

Despite these cautions, an apprentice is essential. A Master without an apprentice is a Master of nothing.

Darth Sidious - Jedi vs. Sith: The Essential Guide to the Force

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    This is just a copy of the text from Wikia, which, in turn, quotes a Legends source. I know logic does not discriminate between Legends/Disney, but it'd be preferable if you provided some reasoning and maybe another source. – Gallifreyan May 1 '17 at 16:57
  • Text is perfect for those who understand :P Those who lack wisdom to understand will find no use from more words ;) – rs.29 May 1 '17 at 17:04

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